Work

Macro, Finance, and Macro Finance: Solving Nonlinear Models in Continuous Time with Machine Learning

Year: 2017

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3012602

Author: Victor Duarte

Institution: University of Illinois Urbana-Champaign

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2751249614

Cites: 110

Cited by: 9

Related to: 10